RVee: Estimating equation approach to the proportion of the...

In hychen-uic/TEV: Total Explained Variation

Estimating equation approach to the proportion of the explained variation, and the explained variation.

Description

This function estimates: (1). the proportion of the explained variation (2). the explained variation by covariates in a linear model assuming the covariates are independent.

Usage

RVee(y, x, lam = 1, niter = 0, alpha = c(0.05))

Arguments

y	outcome: a vector of length n.
x	covariates: a matrix of nxp dimension.
lam	parameter for altering the weighting matrix.
niter	number of iterations for updating the lam parameter
alpha	a vector of type I error for create the confidence intervals.

Details

Both point estimate and confidence intervals are computed. Two set of confidence intervals under normal or non-normal error are computed.

Value

Estimate of the proportion of explained variation, variance estimates, and confidence intervals, under normality and non-normality assumptions.

Estimate of the explained variation, variance estimates, and confidence intervals under normality and non-normality assumptions.

References

Chen, H.Y. (2022). Statistical inference on explained variation in high-dimensional linear model with dense effects. arXiv:2201.08723

Chen, H. Y., Li, H., Argos, M., Persky, V. W., and Turyk, M. (2022). Statistical Methods for Assessing Explained Variation of a Health Outcome by Mixture of Exposures. International Journal of Environmental Research and Public Health.

Examples

## Not run: RVee(y,x)

hychen-uic/TEV documentation built on Jan. 24, 2025, 9:14 p.m.